FTSE 100 Index Future March 2009

Trading Metrics calculated at close of trading on 12-Jan-2009

Day Change Summary
	Previous	Current
	09-Jan-2009	12-Jan-2009	Change	Change %	Previous Week
Open	4,488.5	4,405.0	-83.5	-1.9%	4,590.0
High	4,508.0	4,443.0	-65.0	-1.4%	4,649.0
Low	4,387.5	4,332.5	-55.0	-1.3%	4,376.5
Close	4,430.5	4,402.0	-28.5	-0.6%	4,430.5
Range	120.5	110.5	-10.0	-8.3%	272.5
ATR	148.6	145.9	-2.7	-1.8%	0.0
Volume	118,953	97,251	-21,702	-18.2%	519,643

Daily Pivots for day following 12-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,724.0	4,673.5	4,463.0
R3	4,613.5	4,563.0	4,432.5
R2	4,503.0	4,503.0	4,422.5
R1	4,452.5	4,452.5	4,412.0	4,422.5
PP	4,392.5	4,392.5	4,392.5	4,377.5
S1	4,342.0	4,342.0	4,392.0	4,312.0
S2	4,282.0	4,282.0	4,381.5
S3	4,171.5	4,231.5	4,371.5
S4	4,061.0	4,121.0	4,341.0

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,303.0	5,139.0	4,580.5
R3	5,030.5	4,866.5	4,505.5
R2	4,758.0	4,758.0	4,480.5
R1	4,594.0	4,594.0	4,455.5	4,540.0
PP	4,485.5	4,485.5	4,485.5	4,458.0
S1	4,321.5	4,321.5	4,405.5	4,267.0
S2	4,213.0	4,213.0	4,380.5
S3	3,940.5	4,049.0	4,355.5
S4	3,668.0	3,776.5	4,280.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,649.0	4,332.5	316.5	7.2%	130.0	3.0%	22%	False	True	112,997
10	4,649.0	4,206.0	443.0	10.1%	122.0	2.8%	44%	False	False	73,725
20	4,649.0	4,160.5	488.5	11.1%	126.0	2.9%	49%	False	False	94,165
40	4,649.0	3,672.5	976.5	22.2%	154.0	3.5%	75%	False	False	47,841
60	4,649.0	3,672.5	976.5	22.2%	165.0	3.8%	75%	False	False	31,946
80	5,442.5	3,672.5	1,770.0	40.2%	180.0	4.1%	41%	False	False	24,157

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.1
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,912.5
2.618	4,732.5
1.618	4,622.0
1.000	4,553.5
0.618	4,511.5
HIGH	4,443.0
0.618	4,401.0
0.500	4,388.0
0.382	4,374.5
LOW	4,332.5
0.618	4,264.0
1.000	4,222.0
1.618	4,153.5
2.618	4,043.0
4.250	3,863.0

Fisher Pivots for day following 12-Jan-2009
Pivot	1 day	3 day
R1	4,397.0	4,420.0
PP	4,392.5	4,414.0
S1	4,388.0	4,408.0

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These figures are updated between 7pm and 10pm EST after a trading day.

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